Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442508.9002 | 446120.9787 | -3612.0785 | 74314.7875 | 66785.0866 | 7529.7009 |
Total P&L (%) | 442.5089 | 446.121 | -3.6121 | 74.3148 | 66.7851 | 7.5297 |
Avg Daily Profit (%) | 0.2436 | 0.2456 | -0.002 | 0.0306 | 0.0282 | 0.004 |
Buy And Hold Return (%) | 156.9804 | 156.9804 | 156.9804 | 156.9804 | 156.9804 | 156.9804 |
Max Trade Drawdown | -190846 | -77136 | -174334 | -204425 | -184056 | -143274 |
Profit Factor | 1.753 | 2.6158 | 0.9884 | 1.1325 | 1.2064 | 1.0317 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 49.2537 | 51.5152 | 47.0588 | 49.2537 | 51.5152 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.8061 | 2.4619 | 1.112 | 1.1669 | 1.1355 | 1.1607 |
Largest Winning Trade | 143956 | 143956 | 66614 | 122256 | 122256 | 51709 |
Largest Losing Trade | -72156 | -49972 | -72156 | -152311 | -152311 | -70417 |
Avg Bars in Trades | 103 | 140 | 67 | 103 | 140 | 67 |
Avg Bars in Winners | 129 | 154 | 103 | 129 | 154 | 103 |
Avg Bars in Losers | 77 | 124 | 34 | 77 | 124 | 34 |
Bars Traded | 6908 | 4629 | 2279 | 6908 | 4629 | 2279 |
Profit Streak | 133.6823 | 133.6823 | 231.6823 | 133.6823 | 133.6823 | 231.6823 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111893 | 377583 | -579299 | -512457 | -320774 | -539049 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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